Historical option data for BDL
27 May 2026 04:10 PM IST
| BDL 30-Jun-2026 (34d) 1600 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.05
Vega: 0
Theta: -0.27
Gamma: 0.00066
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 27 May | 1282.20 | 3.4 | -1.6 (-32.00%) | 40.88 | 404 | 218 | 289 | |||||||||
| 26 May | 1329.90 | 5.4 | -0.6 (-10.00%) | 39.05 | 46 | 10 | 68 | |||||||||
| 25 May | 1326.10 | 6.15 | 0.15 (2.50%) | 40.21 | 66 | 14 | 58 | |||||||||
| 22 May | 1312.50 | 6.3 | 0.3 (5.00%) | 40.48 | 92 | 15 | 43 | |||||||||
| 21 May | 1303.80 | 5.9 | -0.1 (-1.67%) | 39.8 | 10 | 9 | 28 | |||||||||
| 20 May | 1303.80 | 5.5 | 0.5 (10.00%) | 39.37 | 13 | -2 | 18 | |||||||||
| 19 May | 1311.80 | 5.05 | -0.95 (-15.83%) | 37.52 | 6 | 0 | 20 | |||||||||
| 18 May | 1309.20 | 6.25 | -3.75 (-37.50%) | 38.64 | 11 | 5 | 19 | |||||||||
| 15 May | 1325.40 | 10 | -3.2 (-24.24%) | 39.03 | 20 | 4 | 13 | |||||||||
| 14 May | 1353.10 | 12.7 | 0.1 (0.79%) | 38.76 | 16 | 10 | 10 | |||||||||
| 13 May | 1360.30 | 0 | -12.6 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 1334.20 | 0 | -12.6 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 1401.30 | 0 | -12.6 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 8 May | 1448.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Apr | 1394.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Apr | 1396.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Bharat Dynamics Limited - strike price 1600 expiring on 30JUN2026
Delta for 1600 CE is 0.05
Historical price for 1600 CE is as follows
On 27 May BDL was trading at 1282.20. The strike last trading price was 3.4, which was -1.6 lower than the previous day. The implied volatity was 40.88, the open interest changed by 218 which increased total open position to 289
On 26 May BDL was trading at 1329.90. The strike last trading price was 5.4, which was -0.6 lower than the previous day. The implied volatity was 39.05, the open interest changed by 10 which increased total open position to 68
On 25 May BDL was trading at 1326.10. The strike last trading price was 6.15, which was 0.15 higher than the previous day. The implied volatity was 40.21, the open interest changed by 14 which increased total open position to 58
On 22 May BDL was trading at 1312.50. The strike last trading price was 6.3, which was 0.3 higher than the previous day. The implied volatity was 40.48, the open interest changed by 15 which increased total open position to 43
On 21 May BDL was trading at 1303.80. The strike last trading price was 5.9, which was -0.1 lower than the previous day. The implied volatity was 39.8, the open interest changed by 9 which increased total open position to 28
On 20 May BDL was trading at 1303.80. The strike last trading price was 5.5, which was 0.5 higher than the previous day. The implied volatity was 39.37, the open interest changed by -2 which decreased total open position to 18
On 19 May BDL was trading at 1311.80. The strike last trading price was 5.05, which was -0.95 lower than the previous day. The implied volatity was 37.52, the open interest changed by 0 which decreased total open position to 20
On 18 May BDL was trading at 1309.20. The strike last trading price was 6.25, which was -3.75 lower than the previous day. The implied volatity was 38.64, the open interest changed by 5 which increased total open position to 19
On 15 May BDL was trading at 1325.40. The strike last trading price was 10, which was -3.2 lower than the previous day. The implied volatity was 39.03, the open interest changed by 4 which increased total open position to 13
On 14 May BDL was trading at 1353.10. The strike last trading price was 12.7, which was 0.1 higher than the previous day. The implied volatity was 38.76, the open interest changed by 10 which increased total open position to 10
On 13 May BDL was trading at 1360.30. The strike last trading price was 0, which was -12.6 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May BDL was trading at 1334.20. The strike last trading price was 0, which was -12.6 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May BDL was trading at 1401.30. The strike last trading price was 0, which was -12.6 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May BDL was trading at 1448.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Apr BDL was trading at 1394.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Apr BDL was trading at 1396.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| BDL 30-Jun-2026 (34d) 1600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.87
Vega: 0.01
Theta: -0.52
Gamma: 0.00092
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 27 May | 1282.20 | 328.45 | 51.3 (18.51%) | 59.05 | 5 | 0 | 87 |
| 26 May | 1329.90 | 277.15 | -12.35 (-4.27%) | 53.65 | 6 | 4 | 86 |
| 25 May | 1326.10 | 290.7 | 1.5 (0.52%) | 60.68 | 69 | 55 | 82 |
| 22 May | 1312.50 | 289.2 | -5.8 (-1.97%) | 48.29 | 5 | 4 | 26 |
| 21 May | 1303.80 | 295 | -12.4 (-4.03%) | 52.38 | 5 | 5 | 22 |
| 20 May | 1303.80 | 307.4 | 18.4 (6.37%) | 46.75 | 1 | 1 | 17 |
| 19 May | 1311.80 | 289 | 47 (19.42%) | 47.81 | 10 | 10 | 16 |
| 18 May | 1309.20 | 242 | 242 (0.00%) | - | 6 | 0 | 6 |
| 15 May | 1325.40 | 242 | 0 (0.00%) | - | 0 | 0 | 6 |
| 14 May | 1353.10 | 242 | 0 (0.00%) | 0 | 0 | 0 | 6 |
| 13 May | 1360.30 | 242 | -245.3 (-50.34%) | 34.47 | 6 | 3 | 3 |
| 12 May | 1334.20 | 0 | -487.3 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 1401.30 | 0 | -487.3 (-100.00%) | 0 | 0 | 0 | 0 |
| 8 May | 1448.60 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Apr | 1394.10 | 0 | 0 | - | 0 | 0 | 0 |
| 28 Apr | 1396.70 | 0 | 0 | - | 0 | 0 | 0 |
For Bharat Dynamics Limited - strike price 1600 expiring on 30JUN2026
Delta for 1600 PE is -0.87
Historical price for 1600 PE is as follows
On 27 May BDL was trading at 1282.20. The strike last trading price was 328.45, which was 51.3 higher than the previous day. The implied volatity was 59.05, the open interest changed by 0 which decreased total open position to 87
On 26 May BDL was trading at 1329.90. The strike last trading price was 277.15, which was -12.35 lower than the previous day. The implied volatity was 53.65, the open interest changed by 4 which increased total open position to 86
On 25 May BDL was trading at 1326.10. The strike last trading price was 290.7, which was 1.5 higher than the previous day. The implied volatity was 60.68, the open interest changed by 55 which increased total open position to 82
On 22 May BDL was trading at 1312.50. The strike last trading price was 289.2, which was -5.8 lower than the previous day. The implied volatity was 48.29, the open interest changed by 4 which increased total open position to 26
On 21 May BDL was trading at 1303.80. The strike last trading price was 295, which was -12.4 lower than the previous day. The implied volatity was 52.38, the open interest changed by 5 which increased total open position to 22
On 20 May BDL was trading at 1303.80. The strike last trading price was 307.4, which was 18.4 higher than the previous day. The implied volatity was 46.75, the open interest changed by 1 which increased total open position to 17
On 19 May BDL was trading at 1311.80. The strike last trading price was 289, which was 47 higher than the previous day. The implied volatity was 47.81, the open interest changed by 10 which increased total open position to 16
On 18 May BDL was trading at 1309.20. The strike last trading price was 242, which was 242 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 15 May BDL was trading at 1325.40. The strike last trading price was 242, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 14 May BDL was trading at 1353.10. The strike last trading price was 242, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 6
On 13 May BDL was trading at 1360.30. The strike last trading price was 242, which was -245.3 lower than the previous day. The implied volatity was 34.47, the open interest changed by 3 which increased total open position to 3
On 12 May BDL was trading at 1334.20. The strike last trading price was 0, which was -487.3 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May BDL was trading at 1401.30. The strike last trading price was 0, which was -487.3 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May BDL was trading at 1448.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Apr BDL was trading at 1394.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Apr BDL was trading at 1396.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
